Under Wenger, Arsenal have won the English Premier League (EPL) three times. But since 2004 they have failed to win the competition and their success has been limited to only the FA Cup.

"I wish when I go the club goes higher up and wins the Champions League and championship every year," Wenger was quoted as saying today.

"I will be the biggest supporter in the stand because I will feel I have contributed to that. You have to remember when we built the stadium we had five to seven difficult financial years. We had to be three years in the Champions League and have a 54,000 average attendance,” he added.

“Wenger said in the time of the crisis they had to sell the best players to survive. We had to sell our best players and survive. And we didn't do three years out of five, we did five years out of five. During that time it was very competitive," said Wenger.

The Frenchman was vocal about his own frustration at the club's failure to launch a challenge for the Premier League crown this season. Leicester City and Tottenham Hotspur are only the two clubs now in race for the title.

"It is very frustrating as we were in the position for long, long time to compete for the title," he said.

"We won the FA Cup twice and the Community Shield and wanted to go one step up and win the league and that is why we are frustrated."I can understand the frustration because nobody is more frustrated than we are. Our disappointment has not to go too far."